-100.0%
SQQQ vs TD
+640.6%
-740.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +4.6% |
| 7D | +4.1% | -2.6% | +6.6% | -0.3% |
| 30D | +4.6% | -1.0% | +5.6% | +3.3% |
| 3M | -10.4% | +5.6% | -16.0% | -0.5% |
| 6M | -42.1% | +27.1% | -69.2% | -11.1% |
| YTD | -40.3% | +29.4% | -69.7% | -5.0% |
| 1Y | -50.2% | +60.7% | -110.9% | +14.0% |
| 3Y | -89.4% | +127.6% | -217.0% | -52.9% |
| 5Y | -94.7% | +125.4% | -220.1% | -70.4% |
| 10Y | -100.0% | +300.4% | -400.4% | -99.1% |
| All | -100.0% | +640.6% | -740.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling